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stat.ME2022
Multi-Model Subset Selection
Anthony-Alexander Christidis, Stefan Van Aelst, Ruben Zamar
The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the L0-norm in the penalty) and ensemble methods (e.…
stat.ME2022
Robust and efficient estimation of nonparametric generalized linear models
Ioannis Kalogridis, Gerda Claeskens, Stefan Van Aelst
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and t…